Gotham Short Strategies ETF

Schedule of Investments

as of June 30, 2024 (Unaudited)

COMMON STOCKS - 85.9%	Shares		Value
Advertising - 0.0%(a)
The Interpublic Group of Companies, Inc.		52	$	1,513
Aerospace & Defense - 0.6%
Howmet Aerospace, Inc.		90		6,987
Northrop Grumman Corp.		131		57,109
RTX Corp.		243		24,395
				88,491
Aerospace/Defense - 0.1%
Hexcel Corp.		162		10,117
Agriculture - 0.6%
Darling Ingredients, Inc.(b)		2,195		80,666
Apparel - 0.1%
Columbia Sportswear Co.		2		158
Kontoor Brands, Inc.		117		7,739
Ralph Lauren Corp.		29		5,077
				12,974
Auto Manufacturers - 0.1%
Cummins, Inc.		44		12,185
Auto Parts & Equipment - 1.7%
Aptiv PLC(b)		1,129		79,504
BorgWarner, Inc.		1,396		45,007
Lear Corp.		16		1,828
The Goodyear Tire & Rubber Co.(b)		9,534		108,211
				234,550
Beverage Manufacturing - 0.7%
Celsius Holdings, Inc.(b)		1,611		91,972
Biotechnology - 1.6%
Alnylam Pharmaceuticals, Inc.(b)		6		1,458
Corteva, Inc.		4,095		220,884
Guardant Health, Inc.(b)		61		1,762
				224,104
Building Materials - 3.8%
Armstrong World Industries, Inc.		265		30,008
Knife River Corp.(b)		891		62,495
Louisiana-Pacific Corp.		1,967		161,943
Martin Marietta Materials, Inc.		151		81,812
Masco Corp.		22		1,467
MDU Resources Group, Inc.		2,367		59,412
Mohawk Industries, Inc.(b)		589		66,904
Owens Corning		26		4,517
UFP Industries, Inc.		47		5,264
West Fraser Timber Co. Ltd.		654		50,273
				524,095
Chemicals - 6.8%
Ashland, Inc.		91		8,599
Axalta Coating Systems Ltd.(b)		3,518		120,210
Cabot Corp.		812		74,615
Celanese Corp.		1,312		176,976
DuPont de Nemours, Inc.		891		71,717
Ecolab, Inc.		369		87,822
FMC Corp.		2,090		120,279
HB Fuller Co.		633		48,716
Nutrien Ltd.		629		32,022
Olin Corp.		442		20,840
Quaker Chemical Corp.		329		55,831
RPM International, Inc.		1,127		121,355
				938,982
Commercial Services - 3.5%
Automatic Data Processing, Inc.		54		12,889
Bright Horizons Family Solutions, Inc.(b)		83		9,137
Dun & Bradstreet Holdings, Inc.		876		8,112
Grand Canyon Education, Inc.(b)		77		10,773
Paylocity Holding Corp.(b)		834		109,963
RB Global, Inc.		597		45,587
The Brink's Co.		218		22,323
United Rentals, Inc.		412		266,453
				485,237
Computers - 2.3%
Amdocs Ltd.		182		14,363
ASGN, Inc.(b)		150		13,225
CACI International, Inc. - Class A(b)		52		22,367
CGI, Inc.(b)		154		15,371
Insight Enterprises, Inc.(b)		288		57,128
Leidos Holdings, Inc.		458		66,813
Pure Storage, Inc. - Class A(b)		1,775		113,973
Qualys, Inc.(b)		60		8,556
				311,796
Cosmetics & Personal Care - 1.0%
The Estee Lauder Company, Inc. - Class A		1,332		141,725
Data Processing, Hosting, and Related Services - 0.4%
Kyndryl Holdings, Inc.(b)		2,340		61,565
Distribution & Wholesale - 2.1%
Pool Corp.		191		58,700
W.W. Grainger, Inc.		47		42,405
Watsco, Inc.		4		1,853
WESCO International, Inc.		1,203		190,700
				293,658
Electrical Components & Equipment - 0.7%
Acuity Brands, Inc.		181		43,701
Emerson Electric Co.		456		50,233
Generac Holdings, Inc.(b)		68		8,991
				102,925
Electronics - 1.9%
Garmin Ltd.		827		134,735
Itron, Inc.(b)		1,263		124,986
Jabil, Inc.		5		544
nVent Electric PLC		29		2,222
Vontier Corp.		31		1,184
Woodward, Inc.		3		523
				264,194
Engineering & Construction - 3.7%
Dycom Industries, Inc.(b)		125		21,095
EMCOR Group, Inc.		455		166,112
MasTec, Inc.(b)		2,714		290,371
TopBuild Corp.(b)		105		40,453
				518,031
Entertainment - 0.4%
International Game Technology PLC		135		2,762
Live Nation Entertainment, Inc.(b)		1		94
Vail Resorts, Inc.		281		50,616
				53,472
Food - 5.6%
Albertsons Cos., Inc. - Class A		1,571		31,027
Conagra Brands, Inc.		5,647		160,488
Flowers Foods, Inc.		884		19,625
Ingredion, Inc.		1,275		146,243
Kellanova		2,327		134,221
Lancaster Colony Corp.		379		71,620
McCormick & Co., Inc.		1,020		72,359
Performance Food Group Co.(b)		302		19,965
Pilgrim's Pride Corp.(b)		2,221		85,486
Tyson Foods, Inc. - Class A		651		37,198
				778,232
Hand & Machine Tools - 2.4%
Franklin Electric Co., Inc.		76		7,320
Lincoln Electric Holdings, Inc.		859		162,042
MSA Safety, Inc.		400		75,076
Regal Rexnord Corp.		609		82,349
				326,787
Healthcare - Products - 3.2%
Align Technology, Inc.(b)		665		160,551
Bio-Techne Corp.		8		573
Hologic, Inc.(b)		1,180		87,615
ResMed, Inc.		537		102,793
STERIS PLC		83		18,222
Thermo Fisher Scientific, Inc.		89		49,217
Waters Corp.(b)		75		21,759
				440,730
Healthcare - Services - 2.5%
Centene Corp.(b)		1,264		83,803
Molina Healthcare, Inc.(b)		78		23,189
Tenet Healthcare Corp.(b)		1,790		238,124
				345,116
Healthcare-Products - 0.9%
Alcon, Inc.		275		24,497
Natera, Inc.(b)		107		11,587
Penumbra, Inc.(b)		29		5,219
Repligen Corp.(b)		159		20,043
Solventum Corp.(b)		1,270		67,158
				128,504
Home Builders - 0.1%
Installed Building Products, Inc.		55		11,312
Thor Industries, Inc.		49		4,579
				15,891
Home Furnishings - 0.7%
Dolby Laboratories, Inc. - Class A		643		50,945
Tempur Sealy International, Inc.		867		41,044
				91,989
Household Products & Wares - 1.0%
Avery Dennison Corp.		387		84,618
Reynolds Consumer Products, Inc.		2,084		58,310
				142,928
Housewares - 1.5%
Newell Brands, Inc.		16,901		108,335
Scotts Miracle-Gro Co.		1,608		104,617
				212,952
Internet - 0.9%
Chewy, Inc. - Class A(b)		840		22,882
F5, Inc.(b)		161		27,729
Spotify Technology SA(b)		226		70,916
				121,527
Iron & Steel - 1.5%
ATI, Inc.(b)		1,789		99,200
Carpenter Technology Corp.		162		17,752
Cleveland-Cliffs, Inc.(b)		5,838		89,847
				206,799
Leisure Time - 0.1%
Acushnet Holdings Corp.		70		4,444
BRP, Inc.		232		14,855
				19,299
Lodging - 0.6%
Hyatt Hotels Corp. - Class A		143		21,725
Wynn Resorts Ltd.		699		62,560
				84,285
Machinery - Construction & Mining - 1.1%
Caterpillar, Inc.		65		21,652
Vertiv Holdings Co. - Class A		1,483		128,383
				150,035
Machinery - Diversified - 4.2%
Chart Industries, Inc.(b)		158		22,806
Esab Corp.		141		13,315
Flowserve Corp.		2,638		126,888
IDEX Corp.		38		7,645
The Middleby Corp.(b)		1,134		139,040
Westinghouse Air Brake Technologies Corp.		1,129		178,438
Zurn Elkay Water Solutions Corp. - Class C		3,243		95,344
				583,476
Machinery-Diversified - 0.4%
Symbotic, Inc.(b)		1,474		51,826
Media - 0.8%
Paramount Global - Class B		5,970		62,029
The Walt Disney Co.		549		54,510
				116,539
Metal Fabricate & Hardware - 0.2%
Mueller Industries, Inc.		432		24,598
Mining - 3.0%
Agnico Eagle Mines Ltd.		2,903		189,856
Kinross Gold Corp.		9,251		76,968
Pan American Silver Corp.		7,594		150,969
				417,793
Miscellaneous Manufacturers - 0.3%
Donaldson Co., Inc.		490		35,064
Parker-Hannifin Corp.		9		4,552
				39,616
Data Processing, Hosting, and Related Services - 0.4%
Kyndryl Holdings, Inc.(b)		2,340		61,565
Oil & Gas - 1.8%
Canadian Natural Resources Ltd.		509		18,120
Cenovus Energy, Inc.		6,637		130,484
Diamondback Energy, Inc.		1		200
Hess Corp.		33		4,868
HF Sinclair Corp.		699		37,285
Murphy Oil Corp.		474		19,548
Noble Corp. PLC		398		17,771
Range Resources Corp.		342		11,467
Weatherford International PLC(b)		63		7,714
				247,457
Oil & Gas Services - 1.0%
ChampionX Corp.		616		20,457
TechnipFMC PLC		4,480		117,152
				137,609
Packaging & Containers - 2.8%
AptarGroup, Inc.		321		45,200
Ball Corp.		3,266		196,025
Crown Holdings, Inc.		1,299		96,633
Sealed Air Corp.		1,091		37,956
Sonoco Products Co.		283		14,354
				390,168
Pharmaceuticals - 3.2%
BellRing Brands, Inc.(b)		1,530		87,424
Elanco Animal Health, Inc.(b)		4,213		60,794
Henry Schein, Inc.(b)		1,175		75,317
Johnson & Johnson		67		9,793
Neurocrine Biosciences, Inc.(b)		1,496		205,954
				439,282
Pipelines - 0.0%(a)
Pembina Pipeline Corp.		60		2,225
Retail - 4.3%
Abercrombie & Fitch Co. - Class A(b)		15		2,668
Academy Sports & Outdoors, Inc.		826		43,985
Advance Auto Parts, Inc.		2,380		150,725
American Eagle Outfitters, Inc.		13		259
Asbury Automotive Group, Inc.(b)		27		6,153
AutoNation, Inc.(b)		14		2,231
Burlington Stores, Inc.(b)		22		5,280
Casey's General Stores, Inc.		71		27,091
Cava Group, Inc.(b)		211		19,570
Darden Restaurants, Inc.		115		17,402
Dick's Sporting Goods, Inc.		6		1,289
Dollar General Corp.		106		14,016
Genuine Parts Co.		378		52,285
Lululemon Athletica, Inc.(b)		11		3,286
McDonald's Corp.		108		27,523
MSC Industrial Direct Co., Inc. - Class A		48		3,807
Signet Jewelers Ltd.		392		35,115
Sweetgreen, Inc. - Class A(b)		97		2,924
Target Corp.		1,012		149,816
Tractor Supply Co.		52		14,040
Walgreens Boots Alliance, Inc.		388		4,693
Williams-Sonoma, Inc.		36		10,165
				594,323
Semiconductors - 3.5%
Cirrus Logic, Inc.(b)		948		121,022
FormFactor, Inc.(b)		274		16,585
IPG Photonics Corp.(b)		79		6,667
Micron Technology, Inc.		706		92,860
MKS Instruments, Inc.		475		62,025
QUALCOMM, Inc.		950		189,221
				488,380
Software - 3.2%
ACI Worldwide, Inc.(b)		1,071		42,401
AppLovin Corp. - Class A(b)		237		19,723
Box, Inc. - Class A(b)		882		23,320
Doximity, Inc. - Class A(b)		777		21,733
Dropbox, Inc. - Class A(b)		588		13,212
Guidewire Software, Inc.(b)		480		66,187
Pegasystems, Inc.		1,697		102,719
Smartsheet, Inc. - Class A(b)		20		882
Zoom Video Communications, Inc. - Class A(b)		2,605		154,190
				444,367
Telecommunications - 0.6%
Credo Technology Group Holding Ltd.(b)		1,395		44,556
Ubiquiti, Inc.		221		32,191
				76,747
Toys, Games & Hobbies - 1.9%
Hasbro, Inc.		1,183		69,205
Mattel, Inc.(b)		11,545		187,722
				256,927
Transportation - 0.5%
Kirby Corp.(b)		436		52,202
Union Pacific Corp.		53		11,992
				64,194
TOTAL COMMON STOCKS (Cost $12,205,595)				11,892,853
SHORT-TERM INVESTMENTS - 0.6%
Money Market Funds - 0.6%	Shares
First American Government Obligations Fund - Class X, 5.23%(c)		88,094		88,094
TOTAL SHORT-TERM INVESTMENTS (Cost $88,094)				88,094
TOTAL INVESTMENTS - 86.5% (Cost $12,293,689)			$	11,980,947
Other Assets in Excess of Liabilities - 13.5%				1,869,505
TOTAL NET ASSETS - 100.0%			$	13,850,452

Percentages are stated as a percent of net assets.

PLC - Public Limited Company

SA - Sociedad Anónima

(a)	Represents less than 0.05% of net assets.
(b)	Non-income producing security.
(c)	The rate shown represents the 7-day effective yield as of June 30, 2024.

Gotham Short Strategies ETF
Schedule of Total Return Swap Contracts
as of June 30, 2024 (Unaudited)
Terms of Payments to be Received	Terms of Payments to be Paid	Counterparty	Maturity Date	Payment Frequency	Notional Amount		Value/ Unrealized Appreciation (Depreciation)
Abercrombie & Fitch Co.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	05/08/2029	Termination	$	356	$	9
Academy Sports & Outdoors, Inc.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	05/08/2029	Termination		4,686		54
ACI Worldwide, Inc.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	11/07/2028	Termination		2,257		233
ACI Worldwide, Inc.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	05/08/2029	Termination		5,384		410
Acuity Brands, Inc.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	05/08/2029	Termination		4,829		(48	)
Acushnet Holdings Corp.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	05/08/2029	Termination		508		5
Advance Auto Parts, Inc.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	05/08/2029	Termination		24,889		(576	)
Agnico Eagle Mines Ltd.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	11/07/2028	Termination		10,333		6
Agnico Eagle Mines Ltd.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	05/08/2029	Termination		17,069		(582	)
Align Technology, Inc.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	05/08/2029	Termination		1,690		8
Alnylam Pharmaceuticals, Inc.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	05/08/2029	Termination		243		(4	)
Aptiv PLC	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	05/08/2029	Termination		9,014		(45	)
Armstrong World Industries, Inc.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	11/07/2028	Termination		906		(24	)
Armstrong World Industries, Inc.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	05/08/2029	Termination		2,265		(63	)
Asbury Automotive Group, Inc.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	05/08/2029	Termination		456		6
ASGN, Inc.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	05/08/2029	Termination		1,675		(21	)
Ashland, Inc.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	05/08/2029	Termination		1,039		(10	)
ATI, Inc.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	11/07/2028	Termination		3,549		(278	)
ATI, Inc.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	05/08/2029	Termination		7,153		(301	)
Automatic Data Processing, Inc.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	05/08/2029	Termination		1,432		(1	)
AutoNation, Inc.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	05/08/2029	Termination		159		2
Avery Dennison Corp.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	11/07/2028	Termination		4,592		(59	)
Avery Dennison Corp.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	05/08/2029	Termination		2,624		(101	)
Axalta Coating Systems Ltd.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	11/07/2028	Termination		4,100		(155	)
Axalta Coating Systems Ltd.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	05/08/2029	Termination		9,158		(363	)
Ball Corp.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	11/07/2028	Termination		8,763		(1,411	)
Ball Corp.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	05/08/2029	Termination		10,744		(1,560	)
BellRing Brands, Inc.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	05/08/2029	Termination		3,828		60
Bio-Techne Corp.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	05/08/2029	Termination		215		(1	)
BorgWarner, Inc.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	05/08/2029	Termination		4,675		(112	)
Box, Inc.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	05/08/2029	Termination		370		11
Burlington Stores, Inc.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	05/08/2029	Termination		480		18
Cabot Corp.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	11/07/2028	Termination		276		(29	)
Cabot Corp.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	05/08/2029	Termination		7,994		(719	)
Casey's General Stores, Inc.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	05/08/2029	Termination		3,052		47
Cava Group, Inc.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	05/08/2029	Termination		371		7
Celanese Corp.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	11/07/2028	Termination		17,940		(3,194	)
Celanese Corp.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	05/08/2029	Termination		1,754		(209	)
Celsius Holdings, Inc.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	05/08/2029	Termination		10,219		(2,502	)
Cenovus Energy, Inc.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	05/08/2029	Termination		5,937		(214	)
Centene Corp.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	05/08/2029	Termination		9,415		(439	)
CGI, Inc.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	05/08/2029	Termination		399		3
ChampionX Corp.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	05/08/2029	Termination		266		20
Chart Industries, Inc.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	11/07/2028	Termination		3,609		(208	)
Chart Industries, Inc.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	05/08/2029	Termination		2,309		(175	)
Chewy, Inc.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	05/08/2029	Termination		2,615		295
Cirrus Logic, Inc.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	11/07/2028	Termination		3,702		1,182
Cirrus Logic, Inc.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	05/08/2029	Termination		5,234		697
Cleveland-Cliffs, Inc.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	11/07/2028	Termination		5,941		(962	)
Cleveland-Cliffs, Inc.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	05/08/2029	Termination		600		(59	)
Columbia Sportswear Co.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	05/08/2029	Termination		79		0
Conagra Brands, Inc.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	11/07/2028	Termination		13,954		(980	)
Corteva, Inc.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	11/07/2028	Termination		23,949		(257	)
Corteva, Inc.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	05/08/2029	Termination		1,564		(76	)
Credo Technology Group Holding Ltd.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	05/08/2029	Termination		4,823		521
Crown Holdings, Inc.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	11/07/2028	Termination		5,728		(717	)
Crown Holdings, Inc.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	05/08/2029	Termination		5,505		(688	)
Darden Restaurants, Inc.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	05/08/2029	Termination		2,118		(20	)
Darling Ingredients, Inc.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	05/08/2029	Termination		8,930		(1,034	)
Diamondback Energy, Inc.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	05/08/2029	Termination		1,602		(43	)
Dick's Sporting Goods, Inc.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	05/08/2029	Termination		215		(3	)
Dolby Laboratories, Inc.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	11/07/2028	Termination		792		(38	)
Dolby Laboratories, Inc.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	05/08/2029	Termination		5,388		(130	)
Dollar General Corp.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	05/08/2029	Termination		1,455		11
Donaldson Co., Inc.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	05/08/2029	Termination		3,864		(50	)
Doximity, Inc.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	05/08/2029	Termination		2,405		46
Dropbox, Inc.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	05/08/2029	Termination		2,696		143
Dun & Bradstreet Holdings, Inc.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	11/07/2028	Termination		435		(32	)
Dun & Bradstreet Holdings, Inc.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	05/08/2029	Termination		463		(34	)
DuPont de Nemours, Inc.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	11/07/2028	Termination		2,254		47
DuPont de Nemours, Inc.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	05/08/2029	Termination		5,634		123
Dycom Industries, Inc.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	05/08/2029	Termination		1,856		14
Ecolab, Inc.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	11/07/2028	Termination		5,950		224
Ecolab, Inc.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	05/08/2029	Termination		5,236		84
Elanco Animal Health, Inc.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	05/08/2029	Termination		6,768		(1,199	)
EMCOR Group, Inc.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	11/07/2028	Termination		6,937		6
EMCOR Group, Inc.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	05/08/2029	Termination		6,206		(176	)
Emerson Electric Co.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	05/08/2029	Termination		5,728		(1	)
Esab Corp.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	05/08/2029	Termination		1,416		3
The Estee Lauder Cos., Inc.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	11/07/2028	Termination		10,321		(2,456	)
The Estee Lauder Cos., Inc.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	05/08/2029	Termination		5,533		(1,103	)
F5, Inc.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	11/07/2028	Termination		2,067		(9	)
F5, Inc.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	05/08/2029	Termination		517		6
Flowers Foods, Inc.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	05/08/2029	Termination		2,264		(83	)
Flowserve Corp.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	11/07/2028	Termination		8,610		680
Flowserve Corp.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	05/08/2029	Termination		866		13
FMC Corp.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	05/08/2029	Termination		13,582		(993	)
FormFactor, Inc.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	05/08/2029	Termination		1,816		124
Franklin Electric Co., Inc.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	11/07/2028	Termination		385		(15	)
Franklin Electric Co., Inc.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	05/08/2029	Termination		289		(12	)
Garmin Ltd.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	11/07/2028	Termination		1,466		83
Garmin Ltd.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	05/08/2029	Termination		13,685		83
Generac Holdings, Inc.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	05/08/2029	Termination		926		(10	)
Genuine Parts Co.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	11/07/2028	Termination		1,798		(319	)
Genuine Parts Co.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	05/08/2029	Termination		3,596		(42	)
Goodyear Tire & Rubber Co.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	11/07/2028	Termination		12,689		(3,712	)
Grand Canyon Education, Inc.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	05/08/2029	Termination		979		21
Guardant Health, Inc.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	05/08/2029	Termination		202		(9	)
Guidewire Software, Inc.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	05/08/2029	Termination		7,584		223
Hasbro, Inc.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	11/07/2028	Termination		2,282		(142	)
Hasbro, Inc.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	05/08/2029	Termination		3,101		(54	)
HB Fuller Co.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	11/07/2028	Termination		6,696		(80	)
Henry Schein, Inc.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	05/08/2029	Termination		8,782		(881	)
Herc Holdings, Inc.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	11/07/2028	Termination		133		(15	)
Herc Holdings, Inc.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	05/08/2029	Termination		133		(16	)
Hess Corp.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	11/07/2028	Termination		1,328		(115	)
Hess Corp.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	05/08/2029	Termination		1,918		(149	)
Hexcel Corp.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	05/08/2029	Termination		1,249		(6	)
HF Sinclair Corp.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	05/08/2029	Termination		4,321		(97	)
Hologic, Inc.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	05/08/2029	Termination		9,727		21
Howmet Aerospace, Inc.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	05/08/2029	Termination		699		(9	)
Hyatt Hotels Corp.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	05/08/2029	Termination		3,494		135
IDEX Corp.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	05/08/2029	Termination		805		(17	)
Ingredion, Inc.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	11/07/2028	Termination		11,814		568
Ingredion, Inc.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	05/08/2029	Termination		4,473		(136	)
Insight Enterprises, Inc.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	11/07/2028	Termination		1,389		38
Insight Enterprises, Inc.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	05/08/2029	Termination		4,364		(18	)
Installed Building Products, Inc.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	05/08/2029	Termination		1,234		49
International Game Technology PLC	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	05/08/2029	Termination		368		4
Interpublic Group of Cos., Inc.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	05/08/2029	Termination		116		0
IPG Photonics Corp.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	05/08/2029	Termination		760		5
Itron, Inc.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	11/07/2028	Termination		8,610		338
Itron, Inc.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	05/08/2029	Termination		5,146		(352	)
Johnson & Johnson	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	05/08/2029	Termination		6,723		(10	)
Kellanova	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	11/07/2028	Termination		13,382		362
Kellanova	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	05/08/2029	Termination		3,057		(45	)
Kinross Gold Corp.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	05/08/2029	Termination		8,977		629
Kirby Corp.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	11/07/2028	Termination		599		26
Kirby Corp.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	05/08/2029	Termination		5,029		109
Knife River Corp.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	11/07/2028	Termination		3,297		(383	)
Knife River Corp.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	05/08/2029	Termination		631		14
Kontoor Brands, Inc.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	05/08/2029	Termination		992		(28	)
Kyndryl Holdings, Inc.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	05/08/2029	Termination		6,841		(94	)
Lancaster Colony Corp.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	11/07/2028	Termination		5,102		(59	)
Lancaster Colony Corp.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	05/08/2029	Termination		3,212		(14	)
Lear Corp.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	11/07/2028	Termination		343		(39	)
Leidos Holdings, Inc.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	11/07/2028	Termination		5,252		161
Leidos Holdings, Inc.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	05/08/2029	Termination		2,334		(13	)
Lincoln Electric Holdings, Inc.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	11/07/2028	Termination		16,789		(5,575	)
Lincoln Electric Holdings, Inc.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	05/08/2029	Termination		1,698		(32	)
Live Nation Entertainment, Inc.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	05/08/2029	Termination		469		15
Louisiana-Pacific Corp.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	05/08/2029	Termination		17,536		(1,489	)
Martin Marietta Materials, Inc.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	11/07/2028	Termination		4,334		(425	)
Martin Marietta Materials, Inc.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	05/08/2029	Termination		3,793		(144	)
Masco Corp.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	05/08/2029	Termination		200		2
MasTec, Inc.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	11/07/2028	Termination		32,418		5,089
Mattel, Inc.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	11/07/2028	Termination		21,902		(4,164	)
Mattel, Inc.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	05/08/2029	Termination		537		(91	)
McCormick & Co., Inc.	Federal Funds Effective Rate + 0.00% = 0.00%	Morgan Stanley	11/07/2028	Termination		17,309		(1,006	)
McCormick & Co., Inc.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	05/08/2029	Termination		1,206		32
McDonald's Corp.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	05/08/2029	Termination		4,077		18
MDU Resources Group, Inc.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	11/07/2028	Termination		4,669		955
MDU Resources Group, Inc.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	05/08/2029	Termination		2,410		(24	)
Micron Technology, Inc.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	11/07/2028	Termination		11,312		316
Micron Technology, Inc.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	05/08/2029	Termination		13,942		(1,233	)
Middleby Corp.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	11/07/2028	Termination		13,487		(3,163	)
Middleby Corp.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	05/08/2029	Termination		2,084		(156	)
MKS Instruments, Inc.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	05/08/2029	Termination		7,312		156
Mohawk Industries, Inc.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	11/07/2028	Termination		5,339		(183	)
Mohawk Industries, Inc.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	05/08/2029	Termination		1,817		(94	)
Molina Healthcare, Inc.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	11/07/2028	Termination		6,243		(1,539	)
Molina Healthcare, Inc.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	05/08/2029	Termination		2,081		(94	)
MSA Safety, Inc.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	11/07/2028	Termination		9,385		1,004
MSC Industrial Direct Co., Inc.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	05/08/2029	Termination		634		2
Mueller Industries, Inc.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	05/08/2029	Termination		3,132		64
Murphy Oil Corp.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	05/08/2029	Termination		2,227		95
Natera, Inc.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	11/07/2028	Termination		975		130
Natera, Inc.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	05/08/2029	Termination		866		(23	)
Neurocrine Biosciences, Inc.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	11/07/2028	Termination		6,195		(215	)
Neurocrine Biosciences, Inc.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	05/08/2029	Termination		17,209		(114	)
Newell Brands, Inc.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	11/07/2028	Termination		14,615		(1,193	)
Noble Corp. PLC	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	05/08/2029	Termination		1,965		80
Northrop Grumman Corp.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	11/07/2028	Termination		4,795		(508	)
Northrop Grumman Corp.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	05/08/2029	Termination		1,744		(47	)
Nutrien Ltd.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	05/08/2029	Termination		3,767		(12	)
nVent Electric PLC	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	05/08/2029	Termination		230		3
Olin Corp.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	05/08/2029	Termination		2,782		(167	)
Owens Corning	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	05/08/2029	Termination		347		0
Pan American Silver Corp.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	05/08/2029	Termination		17,236		(1,155	)
Paramount Global	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	11/07/2028	Termination		8,115		(1,632	)
Paramount Global	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	05/08/2029	Termination		1,060		(247	)
Parker-Hannifin Corp.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	05/08/2029	Termination		506		1
Paylocity Holding Corp.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	11/07/2028	Termination		1,450		(442	)
Paylocity Holding Corp.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	05/08/2029	Termination		10,680		(1,510	)
Pegasystems, Inc.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	11/07/2028	Termination		10,109		(456	)
Pegasystems, Inc.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	05/08/2029	Termination		1,634		(56	)
Pembina Pipeline Corp.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	05/08/2029	Termination		890		22
Penumbra, Inc.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	05/08/2029	Termination		900		(51	)
Performance Food Group Co.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	05/08/2029	Termination		2,116		(148	)
Pilgrim's Pride Corp.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	11/07/2028	Termination		5,235		620
Pilgrim's Pride Corp.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	05/08/2029	Termination		4,734		262
Pool Corp.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	11/07/2028	Termination		1,537		(304	)
Pool Corp.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	05/08/2029	Termination		4,917		(311	)
Pure Storage, Inc.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	05/08/2029	Termination		12,585		(128	)
Quaker Chemical Corp.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	11/07/2028	Termination		6,618		39
QUALCOMM, Inc.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	05/08/2029	Termination		21,113		(244	)
Qualys, Inc.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	05/08/2029	Termination		1,996		12
Ralph Lauren Corp.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	11/07/2028	Termination		3,326		(147	)
Ralph Lauren Corp.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	05/08/2029	Termination		175		(1	)
Range Resources Corp.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	05/08/2029	Termination		1,341		(2	)
RB Global, Inc.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	05/08/2029	Termination		5,116		151
Regal Rexnord Corp.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	11/07/2028	Termination		2,840		(594	)
Regal Rexnord Corp.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	05/08/2029	Termination		6,626		(955	)
Repligen Corp.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	05/08/2029	Termination		2,143		(47	)
ResMed, Inc.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	05/08/2029	Termination		11,294		(213	)
Reynolds Consumer Products, Inc.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	11/07/2028	Termination		6,296		5
RPM International, Inc.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	11/07/2028	Termination		14,644		(88	)
RTX Corp.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	05/08/2029	Termination		2,610		(25	)
Scotts Miracle-Gro Co.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	11/07/2028	Termination		5,270		(314	)
Scotts Miracle-Gro Co.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	05/08/2029	Termination		6,701		(359	)
Sealed Air Corp.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	11/07/2028	Termination		1,566		(56	)
Sealed Air Corp.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	05/08/2029	Termination		3,062		(170	)
Signet Jewelers Ltd.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	05/08/2029	Termination		4,031		6
Smartsheet, Inc.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	05/08/2029	Termination		132		2
Solventum Corp.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	05/08/2029	Termination		7,297		(591	)
Sonoco Products Co.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	11/07/2028	Termination		254		(29	)
Sonoco Products Co.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	05/08/2029	Termination		1,420		(70	)
Spotify Technology SA	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	11/07/2028	Termination		9,727		896
STERIS PLC	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	05/08/2029	Termination		1,976		25
Sweetgreen, Inc.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	05/08/2029	Termination		241		(21	)
Symbotic, Inc.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	05/08/2029	Termination		5,801		(692	)
Target Corp.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	11/07/2028	Termination		17,913		(2,516	)
TechnipFMC PLC	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	11/07/2028	Termination		12,787		2,190
TechnipFMC PLC	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	05/08/2029	Termination		1,726		34
Tempur Sealy International, Inc.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	05/08/2029	Termination		3,977		(246	)
Tenet Healthcare Corp.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	11/07/2028	Termination		19,289		3,946
Tenet Healthcare Corp.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	05/08/2029	Termination		7,450		315
Thermo Fisher Scientific, Inc.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	11/07/2028	Termination		8,848		(414	)
Thermo Fisher Scientific, Inc.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	05/08/2029	Termination		4,424		(39	)
Thor Industries, Inc.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	05/08/2029	Termination		280		9
TopBuild Corp.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	05/08/2029	Termination		4,623		10
Tractor Supply Co.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	05/08/2029	Termination		1,620		21
Tyson Foods, Inc.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	11/07/2028	Termination		343		(5	)
Tyson Foods, Inc.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	05/08/2029	Termination		3,600		(140	)
Ubiquiti, Inc.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	05/08/2029	Termination		3,350		42
UFP Industries, Inc.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	05/08/2029	Termination		560		7
Union Pacific Corp.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	05/08/2029	Termination		1,131		25
United Rentals, Inc.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	11/07/2028	Termination		29,750		(644	)
Vail Resorts, Inc.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	05/08/2029	Termination		5,944		119
Vertiv Holdings Co.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	05/08/2029	Termination		14,284		(493	)
Vontier Corp.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	11/07/2028	Termination		344		(23	)
Walgreens Boots Alliance, Inc.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	05/08/2029	Termination		508		1
Waters Corp.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	05/08/2029	Termination		2,321		(133	)
Weatherford International PLC	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	05/08/2029	Termination		1,714		146
WESCO International, Inc.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	11/07/2028	Termination		3,804		(422	)
WESCO International, Inc.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	05/08/2029	Termination		17,913		(2,467	)
West Fraser Timber Co. Ltd.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	11/07/2028	Termination		4,997		(265	)
West Fraser Timber Co. Ltd.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	05/08/2029	Termination		538		(16	)
Westinghouse Air Brake Technologies Corp.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	11/07/2028	Termination		13,908		(495	)
Westinghouse Air Brake Technologies Corp.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	05/08/2029	Termination		6,164		(267	)
WW Grainger, Inc.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	05/08/2029	Termination		4,511		65
Wynn Resorts Ltd.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	11/07/2028	Termination		6,265		(1,054	)
Wynn Resorts Ltd.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	05/08/2029	Termination		716		(63	)
Zoom Video Communications, Inc.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	11/07/2028	Termination		13,495		(1,177	)
Zoom Video Communications, Inc.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	05/08/2029	Termination		6,274		126
Zurn Elkay Water Solutions Corp.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	11/07/2028	Termination		10,702		(408	)
Zurn Elkay Water Solutions Corp.	Federal Funds Effective Rate + 0.25% = 0.00%	Morgan Stanley	05/08/2029	Termination		323		(32	)

Terms of Payments to be Received	Terms of Payments to be Paid	Counterparty	Maturity Date	Payment Frequency	Notional Amount			Value/ Unrealized Appreciation (Depreciation)
Federal Funds Effective Rate + (0.25)% = 5.08%	Abbott Laboratories	Morgan Stanley	05/08/2029	Termination	$	(52,994	)	$	1,075
Federal Funds Effective Rate + (0.25)% = 5.08%	AbbVie, Inc.	Morgan Stanley	05/08/2029	Termination		(88,676	)		(1,329	)
Federal Funds Effective Rate + (0.25)% = 5.08%	Acadia Healthcare Co., Inc.	Morgan Stanley	05/08/2029	Termination		(148,588	)		1,150
Federal Funds Effective Rate + (0.25)% = 5.08%	Acadia Healthcare Company, Inc.	Morgan Stanley	11/07/2028	Termination		(16,480	)		127
Federal Funds Effective Rate + (0.25)% = 5.07%	Advanced Energy Industries, Inc.	Morgan Stanley	05/08/2029	Termination		(29,474	)		(647	)
Federal Funds Effective Rate + (0.25)% = 5.08%	Advanced Micro Devices, Inc.	Morgan Stanley	11/07/2028	Termination		(308,361	)		9,969
Federal Funds Effective Rate + (0.25)% = 5.33%	Advanced Micro Devices, Inc.	Morgan Stanley	05/08/2029	Termination		(54,989	)		832
Federal Funds Effective Rate + (0.25)% = 5.08%	AES Corp.	Morgan Stanley	11/07/2028	Termination		(123,113	)		(7,767	)
Federal Funds Effective Rate + (0.25)% = 5.33%	AES Corp.	Morgan Stanley	05/08/2029	Termination		(10,226	)		1,135
Federal Funds Effective Rate + (0.25)% = 5.10%	Air Products & Chemicals, Inc.	Morgan Stanley	11/07/2028	Termination		(274,049	)		(3,484	)
Federal Funds Effective Rate + (0.25)% = 5.08%	Albemarle Corporation	Morgan Stanley	11/07/2028	Termination		(21,683	)		6,261
Federal Funds Effective Rate + (0.25)% = 5.08%	Algonquin Power & Utilities Corp.	Morgan Stanley	11/07/2028	Termination		(124,560	)		(2,287	)
Federal Funds Effective Rate + (0.25)% = 5.08%	Algonquin Power & Utilities Corp.	Morgan Stanley	05/08/2029	Termination		(4,073	)		321
Federal Funds Effective Rate + (0.25)% = 5.07%	Alight, Inc.	Morgan Stanley	05/08/2029	Termination		(9,719	)		572
Federal Funds Effective Rate + (0.25)% = 5.08%	Alkermes PLC	Morgan Stanley	05/08/2029	Termination		(13,737	)		307
Federal Funds Effective Rate + (0.25)% = 5.08%	Allegro MicroSystems, Inc.	Morgan Stanley	05/08/2029	Termination		(83,958	)		3,491
Federal Funds Effective Rate + (0.25)% = 5.08%	Alliant Energy Corp.	Morgan Stanley	05/08/2029	Termination		(11,911	)		(183	)
Federal Funds Effective Rate + (0.25)% = 5.08%	Alliant Energy Corporation	Morgan Stanley	11/07/2028	Termination		(10,231	)		(364	)
Federal Funds Effective Rate + (0.25)% = 5.08%	Ameren Corp.	Morgan Stanley	11/07/2028	Termination		(27,946	)		1,003
Federal Funds Effective Rate + (0.25)% = 5.33%	American Airlines Group, Inc.	Morgan Stanley	05/08/2029	Termination		(4,997	)		1,581
Federal Funds Effective Rate + (0.25)% = 5.10%	Amgen, Inc.	Morgan Stanley	11/07/2028	Termination		(69,051	)		(8,521	)
Federal Funds Effective Rate + (0.25)% = 5.08%	Amgen, Inc.	Morgan Stanley	05/08/2029	Termination		(9,374	)		279
Federal Funds Effective Rate + (0.25)% = 5.08%	Analog Devices, Inc.	Morgan Stanley	11/07/2028	Termination		(79,663	)		(12,148	)
Federal Funds Effective Rate + (0.25)% = 5.08%	APA Corp.	Morgan Stanley	05/08/2029	Termination		(17,222	)		602
Federal Funds Effective Rate + (0.25)% = 5.33%	Apellis Pharmaceuticals, Inc.	Morgan Stanley	11/07/2028	Termination		(24,781	)		7,115
Federal Funds Effective Rate + (0.26)% = 5.07%	Arcadium Lithium PLC	Morgan Stanley	05/08/2029	Termination		(45,363	)		10,145
Federal Funds Effective Rate + (0.25)% = 5.08%	Arista Networks, Inc.	Morgan Stanley	05/08/2029	Termination		(44,861	)		(914	)
Federal Funds Effective Rate + (0.25)% = 5.08%	Arrowhead Pharmaceuticals, Inc.	Morgan Stanley	11/07/2028	Termination		(52	)		12
Federal Funds Effective Rate + (0.25)% = 5.08%	Atlassian Corp.	Morgan Stanley	05/08/2029	Termination		(12,912	)		(1,287	)
Federal Funds Effective Rate + (0.25)% = 5.08%	ATS Corp.	Morgan Stanley	11/07/2028	Termination		(4,233	)		888
Federal Funds Effective Rate + (0.25)% = 5.08%	AutoZone, Inc.	Morgan Stanley	05/08/2029	Termination		(17,785	)		353
Federal Funds Effective Rate + (0.25)% = 5.33%	Avangrid, Inc.	Morgan Stanley	05/08/2029	Termination		(1,457	)		(6	)
Federal Funds Effective Rate + (0.25)% = 5.33%	Axcelis Technologies, Inc.	Morgan Stanley	05/08/2029	Termination		(17,632	)		(295	)
Federal Funds Effective Rate + (0.25)% = 5.08%	Axon Enterprise, Inc.	Morgan Stanley	11/07/2028	Termination		(13,829	)		981
Federal Funds Effective Rate + (0.25)% = 5.10%	Axon Enterprise, Inc.	Morgan Stanley	05/08/2029	Termination		(131,820	)		1,494
Federal Funds Effective Rate + (0.25)% = 5.33%	Axsome Therapeutics, Inc.	Morgan Stanley	11/07/2028	Termination		(19,562	)		(1,934	)
Federal Funds Effective Rate + (0.25)% = 5.08%	Barrick Gold Corp.	Morgan Stanley	11/07/2028	Termination		(56,212	)		34
Federal Funds Effective Rate + (0.25)% = 5.08%	Barrick Gold Corp.	Morgan Stanley	05/08/2029	Termination		(174,123	)		4,513
Federal Funds Effective Rate + (5.18)% = 2.15%	Baucsh + Lomb Corporation	Morgan Stanley	11/07/2028	Termination		(25,439	)		4,066
Federal Funds Effective Rate + (0.25)% = 5.33%	Beacon Roofing Supply, Inc.	Morgan Stanley	11/07/2028	Termination		(15,566	)		944
Federal Funds Effective Rate + (0.25)% = 5.07%	Beacon Roofing Supply, Inc.	Morgan Stanley	05/08/2029	Termination		(128,420	)		8,725
Federal Funds Effective Rate + (0.25)% = 5.10%	BILL Holdings, Inc.	Morgan Stanley	05/08/2029	Termination		(17,838	)		203
Federal Funds Effective Rate + (0.25)% = 5.08%	Bill.com Holdings, Inc.	Morgan Stanley	11/07/2028	Termination		(223,635	)		57,685
Federal Funds Effective Rate + (0.25)% = 5.08%	Boeing Co.	Morgan Stanley	11/07/2028	Termination		(212,406	)		(8,817	)
Federal Funds Effective Rate + (0.25)% = 5.07%	Boeing Co.	Morgan Stanley	05/08/2029	Termination		(32,944	)		(432	)
Federal Funds Effective Rate + (0.25)% = 5.08%	Booking Holdings, Inc.	Morgan Stanley	05/08/2029	Termination		(43,577	)		518
Federal Funds Effective Rate + (0.25)% = 5.58%	Boot Barn Holdings, Inc.	Morgan Stanley	05/08/2029	Termination		(15,214	)		(98	)
Federal Funds Effective Rate + (0.25)% = 5.31%	Braze, Inc.	Morgan Stanley	11/07/2028	Termination		(38,063	)		2,865
Federal Funds Effective Rate + (0.25)% = 5.33%	Bristol-Myers Squibb Co.	Morgan Stanley	11/07/2028	Termination		(27,410	)		1,905
Federal Funds Effective Rate + (0.25)% = 5.08%	Bristol-Myers Squibb Co.	Morgan Stanley	05/08/2029	Termination		(27,908	)		1,473
Federal Funds Effective Rate + (0.25)% = 5.08%	Broadridge Financial Solutions, Inc.	Morgan Stanley	05/08/2029	Termination		(15,563	)		258
Federal Funds Effective Rate + (0.25)% = 5.33%	Brunswick Corp.	Morgan Stanley	11/07/2028	Termination		(16,883	)		2,107
Federal Funds Effective Rate + (0.25)% = 5.09%	Brunswick Corp.	Morgan Stanley	05/08/2029	Termination		(23,941	)		3,297
Federal Funds Effective Rate + (0.25)% = 5.10%	CAE, Inc.	Morgan Stanley	05/08/2029	Termination		(5,723	)		309
Federal Funds Effective Rate + (0.25)% = 5.08%	Campbell Soup Co.	Morgan Stanley	05/08/2029	Termination		(203,762	)		(4,995	)
Federal Funds Effective Rate + (0.25)% = 5.09%	Canadian Pacific Kansas City Ltd.	Morgan Stanley	05/08/2029	Termination		(56,764	)		44
Federal Funds Effective Rate + (0.25)% = 5.08%	Canadian Pacific Kansas City, Ltd.	Morgan Stanley	11/07/2028	Termination		(33,618	)		832
Federal Funds Effective Rate + (0.25)% = 5.08%	Casella Waste Systems, Inc.	Morgan Stanley	11/07/2028	Termination		(130,970	)		(23,104	)
Federal Funds Effective Rate + (0.25)% = 5.33%	CBIZ, Inc.	Morgan Stanley	11/07/2028	Termination		(12,449	)		(150	)
Federal Funds Effective Rate + (0.25)% = 5.08%	CBIZ, Inc.	Morgan Stanley	05/08/2029	Termination		(44,608	)		1,898
Federal Funds Effective Rate + (0.25)% = 5.09%	CCC Intelligent Solutions Holdings, Inc.	Morgan Stanley	05/08/2029	Termination		(66,371	)		2,510
Federal Funds Effective Rate + (0.25)% = 5.08%	CF Industries Holdings, Inc.	Morgan Stanley	11/07/2028	Termination		(318,271	)		27,372
Federal Funds Effective Rate + (0.25)% = 5.06%	CF Industries Holdings, Inc.	Morgan Stanley	05/08/2029	Termination		(98,135	)		2,629
Federal Funds Effective Rate + (0.25)% = 5.08%	Charter Communications, Inc.	Morgan Stanley	05/08/2029	Termination		(25,113	)		(1,582	)
Federal Funds Effective Rate + (0.25)% = 5.33%	Cheniere Energy, Inc.	Morgan Stanley	05/08/2029	Termination		(163,641	)		(9,797	)
Federal Funds Effective Rate + (0.83)% = 5.08%	Choice Hotels International, Inc.	Morgan Stanley	05/08/2029	Termination		(13,685	)		59
Federal Funds Effective Rate + (0.25)% = 5.08%	Church & Dwight Co., Inc.	Morgan Stanley	11/07/2028	Termination		(50,285	)		934
Federal Funds Effective Rate + (0.25)% = 5.08%	Church & Dwight Co., Inc.	Morgan Stanley	05/08/2029	Termination		(22,706	)		923
Federal Funds Effective Rate + (0.25)% = 5.08%	Ciena Corp.	Morgan Stanley	05/08/2029	Termination		(75,113	)		(1,483	)
Federal Funds Effective Rate + (0.25)% = 5.08%	Cisco Systems, Inc.	Morgan Stanley	05/08/2029	Termination		(30,501	)		(521	)
Federal Funds Effective Rate + (0.25)% = 5.08%	Civitas Resources, Inc.	Morgan Stanley	11/07/2028	Termination		(12,420	)		771
Federal Funds Effective Rate + (0.25)% = 5.10%	Civitas Resources, Inc.	Morgan Stanley	05/08/2029	Termination		(43,677	)		327
Federal Funds Effective Rate + (0.25)% = 5.08%	Clean Harbors, Inc.	Morgan Stanley	11/07/2028	Termination		(21,937	)		(1,694	)
Federal Funds Effective Rate + (0.25)% = 5.08%	Clean Harbors, Inc.	Morgan Stanley	05/08/2029	Termination		(16,735	)		(764	)
Federal Funds Effective Rate + (0.25)% = 5.09%	Cloudflare, Inc.	Morgan Stanley	05/08/2029	Termination		(40,421	)		(6,908	)
Federal Funds Effective Rate + (0.25)% = 5.08%	Cofen Communications Holdings	Morgan Stanley	11/07/2028	Termination		(28,389	)		8,626
Federal Funds Effective Rate + (0.25)% = 5.08%	Cognex Corp.	Morgan Stanley	11/07/2028	Termination		(68,410	)		(8,897	)
Federal Funds Effective Rate + (0.25)% = 5.33%	Cognex Corp.	Morgan Stanley	05/08/2029	Termination		(18,096	)		205
Federal Funds Effective Rate + (0.25)% = 5.58%	Coherent Corp.	Morgan Stanley	05/08/2029	Termination		(60,504	)		(1,875	)
Federal Funds Effective Rate + (0.25)% = 5.08%	Concentrix Corp.	Morgan Stanley	11/07/2028	Termination		(57,458	)		(818	)
Federal Funds Effective Rate + (0.25)% = 5.08%	Consolidated Edison, Inc.	Morgan Stanley	11/07/2028	Termination		(35,679	)		2,617
Federal Funds Effective Rate + (0.25)% = 5.09%	Consolidated Edison, Inc.	Morgan Stanley	05/08/2029	Termination		(139,316	)		11,771
Federal Funds Effective Rate + (0.25)% = 5.33%	Cooper Cos., Inc.	Morgan Stanley	05/08/2029	Termination		(113,752	)		8,446
Federal Funds Effective Rate + (0.25)% = 5.08%	Copart, Inc.	Morgan Stanley	05/08/2029	Termination		(36,558	)		407
Federal Funds Effective Rate + (0.25)% = 5.33%	CorVel Corp.	Morgan Stanley	05/08/2029	Termination		(1,526	)		(9	)
Federal Funds Effective Rate + (0.25)% = 5.08%	Costco Wholesale Corp.	Morgan Stanley	05/08/2029	Termination		(137,698	)		(5,389	)
Federal Funds Effective Rate + (0.25)% = 5.33%	Crane NXT Co.	Morgan Stanley	11/07/2028	Termination		(1,965	)		26
Federal Funds Effective Rate + (0.25)% = 5.08%	Crane NXT Co.	Morgan Stanley	05/08/2029	Termination		(2,027	)		85
Federal Funds Effective Rate + (0.25)% = 5.06%	Cytokinetics, Inc.	Morgan Stanley	05/08/2029	Termination		(9,319	)		(1,009	)
Federal Funds Effective Rate + (0.25)% = 5.33%	DaVita, Inc.	Morgan Stanley	11/07/2028	Termination		(15,936	)		(61	)
Federal Funds Effective Rate + (0.25)% = 5.07%	DaVita, Inc.	Morgan Stanley	05/08/2029	Termination		(194,137	)		3,326
Federal Funds Effective Rate + (0.25)% = 5.08%	Dayforce, Inc.	Morgan Stanley	11/07/2028	Termination		(43,350	)		7,156
Federal Funds Effective Rate + (0.25)% = 5.12%	Dayforce, Inc.	Morgan Stanley	05/08/2029	Termination		(101,482	)		17,505
Federal Funds Effective Rate + (0.25)% = 5.08%	Deere & Co.	Morgan Stanley	11/07/2028	Termination		(73,605	)		5,188
0 + 0.00% = %	Diamondback Energy, Inc.	Morgan Stanley	11/07/2028	Termination		0			0
Federal Funds Effective Rate + (0.25)% = 5.08%	Dollar Tree, Inc.	Morgan Stanley	05/08/2029	Termination		(193,894	)		2,962
Federal Funds Effective Rate + (0.25)% = 5.08%	DTE Energy Co.	Morgan Stanley	11/07/2028	Termination		(6,661	)		65
Federal Funds Effective Rate + (0.25)% = 5.07%	DTE Energy Co.	Morgan Stanley	05/08/2029	Termination		(11,545	)		370
Federal Funds Effective Rate + (0.25)% = 5.33%	Duolingo, Inc.	Morgan Stanley	05/08/2029	Termination		(16,276	)		(688	)
Federal Funds Effective Rate + (0.25)% = 5.08%	e.l.f. Beauty, Inc.	Morgan Stanley	11/07/2028	Termination		(356,538	)		(69,491	)
Federal Funds Effective Rate + (0.25)% = 5.33%	eBay, Inc.	Morgan Stanley	05/08/2029	Termination		(84,233	)		(392	)
Federal Funds Effective Rate + (0.25)% = 5.08%	EBAY, Inc.	Morgan Stanley	11/07/2028	Termination		(28,686	)		(2,264	)
Federal Funds Effective Rate + (0.25)% = 5.08%	EchoStar Corp.	Morgan Stanley	11/07/2028	Termination		(51,863	)		(10,226	)
Federal Funds Effective Rate + (0.25)% = 5.05%	EchoStar Corp.	Morgan Stanley	05/08/2029	Termination		(47,464	)		222
Federal Funds Effective Rate + (0.25)% = 5.09%	Edwards Lifesciences Corp.	Morgan Stanley	05/08/2029	Termination		(134,583	)		(2,569	)
Federal Funds Effective Rate + (0.25)% = 5.09%	Electronic Arts, Inc.	Morgan Stanley	05/08/2029	Termination		(153,124	)		(1,729	)
Federal Funds Effective Rate + (0.25)% = 5.33%	Element Solutions, Inc.	Morgan Stanley	05/08/2029	Termination		(26,361	)		(202	)
Federal Funds Effective Rate + (0.25)% = 5.08%	elf Beauty, Inc.	Morgan Stanley	05/08/2029	Termination		(42,776	)		(4,187	)
Federal Funds Effective Rate + (0.25)% = 5.08%	Enbridge, Inc.	Morgan Stanley	05/08/2029	Termination		(217,277	)		6,288
Federal Funds Effective Rate + (0.25)% = 5.08%	Encompass Health Corp.	Morgan Stanley	11/07/2028	Termination		(1,716	)		15
Federal Funds Effective Rate + (0.25)% = 5.09%	Encompass Health Corp.	Morgan Stanley	05/08/2029	Termination		(5,748	)		18
Federal Funds Effective Rate + (0.25)% = 5.08%	Endeavor Group Holdings, Inc.	Morgan Stanley	11/07/2028	Termination		(161,775	)		(12,503	)
Federal Funds Effective Rate + (0.25)% = 5.33%	Endeavor Group Holdings, Inc.	Morgan Stanley	05/08/2029	Termination		(7,649	)		(71	)
Federal Funds Effective Rate + (0.25)% = 5.08%	Entergy Corp.	Morgan Stanley	11/07/2028	Termination		(172,591	)		1,103
Federal Funds Effective Rate + (0.25)% = 5.09%	Entergy Corp.	Morgan Stanley	05/08/2029	Termination		(98,012	)		4,385
Federal Funds Effective Rate + (0.25)% = 5.08%	Evergy, Inc.	Morgan Stanley	11/07/2028	Termination		(218,819	)		(12,861	)
Federal Funds Effective Rate + (0.25)% = 5.08%	Evergy, Inc.	Morgan Stanley	05/08/2029	Termination		(6,886	)		327
Federal Funds Effective Rate + (0.25)% = 5.10%	Exact Sciences Corp.	Morgan Stanley	05/08/2029	Termination		(132,369	)		14,286
Federal Funds Effective Rate + (0.25)% = 5.08%	Expedia Group, Inc.	Morgan Stanley	05/08/2029	Termination		(29,608	)		794
Federal Funds Effective Rate + (0.25)% = 5.08%	Expeditors International of Washington, Inc.	Morgan Stanley	11/07/2028	Termination		(1,373	)		(107	)
Federal Funds Effective Rate + (0.25)% = 5.04%	Expeditors International of Washington, Inc.	Morgan Stanley	05/08/2029	Termination		(4,118	)		(259	)
Federal Funds Effective Rate + (0.25)% = 5.08%	Fair Isaac Corp.	Morgan Stanley	11/07/2028	Termination		(68,478	)		(13,724	)
Federal Funds Effective Rate + (0.25)% = 5.09%	Fair Isaac Corp.	Morgan Stanley	05/08/2029	Termination		(291,777	)		(25,234	)
Federal Funds Effective Rate + (0.25)% = 5.08%	Five Below, Inc.	Morgan Stanley	05/08/2029	Termination		(139,046	)		7,000
Federal Funds Effective Rate + (0.25)% = 5.08%	Five9, Inc.	Morgan Stanley	11/07/2028	Termination		(112,499	)		41,806
Federal Funds Effective Rate + (0.25)% = 5.08%	Floor & Decor Holdings, Inc.	Morgan Stanley	11/07/2028	Termination		(12,128	)		1,925
Federal Funds Effective Rate + (0.25)% = 5.24%	Floor & Decor Holdings, Inc.	Morgan Stanley	05/08/2029	Termination		(298	)		48
Federal Funds Effective Rate + (0.25)% = 5.08%	Ford Motor Co.	Morgan Stanley	11/07/2028	Termination		(209,656	)		(1,761	)
Federal Funds Effective Rate + (0.25)% = 5.07%	Ford Motor Co.	Morgan Stanley	05/08/2029	Termination		(14,910	)		(332	)
Federal Funds Effective Rate + (0.25)% = 5.09%	Fortinet, Inc.	Morgan Stanley	05/08/2029	Termination		(67,442	)		366
Federal Funds Effective Rate + (0.25)% = 5.33%	Fortis, Inc.	Morgan Stanley	11/07/2028	Termination		(2,136	)		50
Federal Funds Effective Rate + (0.25)% = 5.09%	Fortis, Inc.	Morgan Stanley	05/08/2029	Termination		(12,312	)		561
Federal Funds Effective Rate + (0.25)% = 5.08%	Freeport-McMoRan, Inc.	Morgan Stanley	11/07/2028	Termination		(110,225	)		1,982
Federal Funds Effective Rate + (0.25)% = 5.07%	Freeport-McMoRan, Inc.	Morgan Stanley	05/08/2029	Termination		(45,101	)		1,966
Federal Funds Effective Rate + (0.25)% = 5.31%	Freshworks, Inc.	Morgan Stanley	11/07/2028	Termination		(4,213	)		1,766
Federal Funds Effective Rate + (0.25)% = 5.33%	GATX Corp.	Morgan Stanley	05/08/2029	Termination		(28,987	)		(229	)
Federal Funds Effective Rate + (0.25)% = 5.08%	General Dynamics Corp.	Morgan Stanley	11/07/2028	Termination		(200,197	)		(456	)
Federal Funds Effective Rate + (0.25)% = 5.08%	General Dynamics Corp.	Morgan Stanley	05/08/2029	Termination		(41,780	)		870
Federal Funds Effective Rate + (0.25)% = 5.08%	Graphic Packaging Holding Co.	Morgan Stanley	11/07/2028	Termination		(22,200	)		890
Federal Funds Effective Rate + (0.25)% = 5.07%	Graphic Packaging Holding Co.	Morgan Stanley	05/08/2029	Termination		(57,714	)		3,275
Federal Funds Effective Rate + (0.25)% = 5.08%	Harley-Davidson, Inc.	Morgan Stanley	11/07/2028	Termination		(43,300	)		2,330
Federal Funds Effective Rate + (0.25)% = 5.06%	Harley-Davidson, Inc.	Morgan Stanley	05/08/2029	Termination		(27,302	)		1,557
Federal Funds Effective Rate + (0.25)% = 5.08%	Hilton Worldwide Holdings, Inc.	Morgan Stanley	05/08/2029	Termination		(15,492	)		(207	)
Federal Funds Effective Rate + (0.25)% = 5.09%	Home Depot, Inc./The	Morgan Stanley	05/08/2029	Termination		(41,997	)		(972	)
Federal Funds Effective Rate + (0.25)% = 5.33%	Humana, Inc.	Morgan Stanley	05/08/2029	Termination		(13,078	)		51
Federal Funds Effective Rate + (0.25)% = 5.33%	Huntington Ingalls Industries, Inc.	Morgan Stanley	11/07/2028	Termination		(26,357	)		142
Federal Funds Effective Rate + (0.25)% = 5.08%	Huntington Ingalls Industries, Inc.	Morgan Stanley	05/08/2029	Termination		(84,984	)		2,075
Federal Funds Effective Rate + (0.25)% = 5.08%	Huntsman Corp.	Morgan Stanley	11/07/2028	Termination		(14,095	)		1,357
Federal Funds Effective Rate + (0.25)% = 5.09%	Huntsman Corp.	Morgan Stanley	05/08/2029	Termination		(49,798	)		4,376
Federal Funds Effective Rate + (0.25)% = 5.08%	IDACORP, Inc.	Morgan Stanley	11/07/2028	Termination		(26,920	)		699
Federal Funds Effective Rate + (0.25)% = 5.07%	IDEXX Laboratories, Inc.	Morgan Stanley	11/07/2028	Termination		(141,696	)		(6,729	)
Federal Funds Effective Rate + (0.25)% = 5.08%	Immunovant, Inc.	Morgan Stanley	05/08/2029	Termination		(12,910	)		(35	)
Federal Funds Effective Rate + (0.25)% = 5.08%	Inspire Medical Systems, Inc.	Morgan Stanley	11/07/2028	Termination		(52,863	)		11,971
Federal Funds Effective Rate + (0.25)% = 5.10%	Inspire Medical Systems, Inc.	Morgan Stanley	05/08/2029	Termination		(80,833	)		10,995
Federal Funds Effective Rate + (0.25)% = 5.08%	Integer Holdings Corp.	Morgan Stanley	11/07/2028	Termination		(152,727	)		538
Federal Funds Effective Rate + (0.25)% = 5.06%	Integer Holdings Corp.	Morgan Stanley	05/08/2029	Termination		(14,705	)		(151	)
Federal Funds Effective Rate + (0.25)% = 5.08%	Intel Corp.	Morgan Stanley	11/07/2028	Termination		(117,810	)		14,445
Federal Funds Effective Rate + (0.25)% = 5.08%	Inter Parfums, Inc.	Morgan Stanley	11/07/2028	Termination		(73,911	)		16,082
Federal Funds Effective Rate + (0.25)% = 5.08%	Intuitive Surgical, Inc.	Morgan Stanley	11/07/2028	Termination		(436,398	)		(66,334	)
Federal Funds Effective Rate + (0.25)% = 5.07%	Intuitive Surgical, Inc.	Morgan Stanley	05/08/2029	Termination		(48,934	)		(6,455	)
Federal Funds Effective Rate + (0.25)% = 5.08%	iRhythm Technologies, Inc.	Morgan Stanley	11/07/2028	Termination		(5,059	)		444
Federal Funds Effective Rate + (0.25)% = 5.08%	J M Smucker Co.	Morgan Stanley	11/07/2028	Termination		(71,312	)		10,192
Federal Funds Effective Rate + (0.25)% = 5.08%	J M Smucker Co.	Morgan Stanley	05/08/2029	Termination		(176,209	)		5,071
Federal Funds Effective Rate + (0.25)% = 5.33%	Jacobs Solutions, Inc.	Morgan Stanley	05/08/2029	Termination		(3,493	)		(19	)
Federal Funds Effective Rate + (0.83)% = 4.50%	Joby Aviation, Inc.	Morgan Stanley	11/07/2028	Termination		(4,830	)		445
Federal Funds Effective Rate + (0.25)% = 5.33%	Keysight Technologies, Inc.	Morgan Stanley	05/08/2029	Termination		(131,280	)		5,403
Federal Funds Effective Rate + (0.25)% = 5.08%	Knight-Swift Transportation Holdings, Inc.	Morgan Stanley	11/07/2028	Termination		(137,829	)		3,820
Federal Funds Effective Rate + (0.25)% = 5.09%	Knight-Swift Transportation Holdings, Inc.	Morgan Stanley	05/08/2029	Termination		(33,696	)		(980	)
Federal Funds Effective Rate + (0.25)% = 5.08%	Lamb Weston Holdings, Inc.	Morgan Stanley	11/07/2028	Termination		(408,208	)		16,462
Federal Funds Effective Rate + (0.25)% = 5.07%	Lamb Weston Holdings, Inc.	Morgan Stanley	05/08/2029	Termination		(26,065	)		182
Federal Funds Effective Rate + (0.25)% = 5.33%	Life Time Group Holdings, Inc.	Morgan Stanley	05/08/2029	Termination		(979	)		(4	)
Federal Funds Effective Rate + (0.25)% = 5.08%	Light & Wonder, Inc.	Morgan Stanley	05/08/2029	Termination		(2,832	)		(7	)
Federal Funds Effective Rate + (0.25)% = 5.08%	Lithia Motors, Inc.	Morgan Stanley	11/07/2028	Termination		(5,554	)		120
Federal Funds Effective Rate + (0.25)% = 5.56%	Lithia Motors, Inc.	Morgan Stanley	05/08/2029	Termination		(252	)		9
Federal Funds Effective Rate + (0.25)% = 5.08%	Lumentum Holdings, Inc.	Morgan Stanley	11/07/2028	Termination		(13,137	)		(1,937	)
Federal Funds Effective Rate + (0.25)% = 5.08%	MACOM Technologies Solutions Holdings, Inc.	Morgan Stanley	11/07/2028	Termination		(310,221	)		(55,973	)
Federal Funds Effective Rate + 0.00% = 5.33%	Madrigal Pharmaceuticals, Inc.	Morgan Stanley	11/07/2028	Termination		(3,922	)		(806	)
Federal Funds Effective Rate + (0.25)% = 5.04%	Madrigal Pharmaceuticals, Inc.	Morgan Stanley	05/08/2029	Termination		(18,491	)		(4,755	)
Federal Funds Effective Rate + (0.25)% = 5.33%	Magnolia Oil & Gas Corp.	Morgan Stanley	11/07/2028	Termination		(3,421	)		144
Federal Funds Effective Rate + (0.25)% = 5.08%	Magnolia Oil & Gas Corp.	Morgan Stanley	05/08/2029	Termination		(12,239	)		(127	)
Federal Funds Effective Rate + (0.25)% = 5.33%	Manhattan Associates, Inc.	Morgan Stanley	05/08/2029	Termination		(88,311	)		(2,644	)
Federal Funds Effective Rate + (0.25)% = 5.08%	Marathon Oil Corp.	Morgan Stanley	05/08/2029	Termination		(16,256	)		(187	)
Federal Funds Effective Rate + (0.25)% = 5.08%	Marathon Petroleum Corp.	Morgan Stanley	11/07/2028	Termination		(867	)		43
Federal Funds Effective Rate + (0.25)% = 5.08%	Marathon Petroleum Corp.	Morgan Stanley	05/08/2029	Termination		(67,137	)		1,855
Federal Funds Effective Rate + (0.25)% = 5.08%	Marvell Technology, Inc.	Morgan Stanley	05/08/2029	Termination		(140	)		(3	)
Federal Funds Effective Rate + (0.25)% = 5.33%	Matador Resources Co.	Morgan Stanley	05/08/2029	Termination		(28,548	)		(1,301	)
Federal Funds Effective Rate + (0.25)% = 5.08%	Matson, Inc.	Morgan Stanley	05/08/2029	Termination		(60,115	)		(3,525	)
Federal Funds Effective Rate + (0.25)% = 5.08%	Maximus, Inc.	Morgan Stanley	05/08/2029	Termination		(11,570	)		164
Federal Funds Effective Rate + (0.25)% = 5.08%	MGM Resorts International	Morgan Stanley	11/07/2028	Termination		(62,616	)		(4,509	)
Federal Funds Effective Rate + (0.25)% = 5.09%	MGM Resorts International	Morgan Stanley	05/08/2029	Termination		(26,664	)		(2,212	)
Federal Funds Effective Rate + (0.25)% = 5.08%	Mobileye Global, Inc.	Morgan Stanley	11/07/2028	Termination		(55,440	)		1,918
Federal Funds Effective Rate + (0.88)% = 4.47%	Mobileye Global, Inc.	Morgan Stanley	05/08/2029	Termination		(92,793	)		(3,579	)
Federal Funds Effective Rate + (0.25)% = 5.08%	Modine Manufacturing Co.	Morgan Stanley	05/08/2029	Termination		(103,296	)		(3,502	)
Federal Funds Effective Rate + (0.25)% = 5.33%	MongoDB, Inc.	Morgan Stanley	05/08/2029	Termination		(78,487	)		(4,252	)
Federal Funds Effective Rate + (0.25)% = 5.08%	Mosaic Co.	Morgan Stanley	11/07/2028	Termination		(46,009	)		313
Federal Funds Effective Rate + (0.25)% = 5.08%	Mosaic Co.	Morgan Stanley	05/08/2029	Termination		(172,128	)		7,576
Federal Funds Effective Rate + (0.25)% = 5.08%	MP Materials Corp.	Morgan Stanley	11/07/2028	Termination		(20,597	)		6,701
Federal Funds Effective Rate + (0.25)% = 5.08%	Murphy USA, Inc.	Morgan Stanley	11/07/2028	Termination		(4,225	)		(645	)
Federal Funds Effective Rate + (0.25)% = 5.07%	Murphy USA, Inc.	Morgan Stanley	05/08/2029	Termination		(92,484	)		(4,992	)
Federal Funds Effective Rate + (0.50)% = 5.33%	National Beverage Corp.	Morgan Stanley	05/08/2029	Termination		(1,332	)		(66	)
Federal Funds Effective Rate + (0.25)% = 5.08%	Neogen Corporation	Morgan Stanley	11/07/2028	Termination		(25,649	)		3,074
Federal Funds Effective Rate + (0.25)% = 5.08%	New Jersey Resources Corp.	Morgan Stanley	05/08/2029	Termination		(18,293	)		312
Federal Funds Effective Rate + (0.25)% = 5.33%	NexGen Energy Ltd.	Morgan Stanley	05/08/2029	Termination		(1,361	)		9
Federal Funds Effective Rate + (0.25)% = 5.08%	NextEra Energy, Inc.	Morgan Stanley	11/07/2028	Termination		(26,625	)		(1,711	)
Federal Funds Effective Rate + (0.25)% = 5.10%	NiSource, Inc.	Morgan Stanley	05/08/2029	Termination		(5,071	)		(14	)
Federal Funds Effective Rate + (0.25)% = 5.09%	Norfolk Southern Corp.	Morgan Stanley	05/08/2029	Termination		(67,413	)		4,606
Federal Funds Effective Rate + (0.25)% = 5.08%	Norfolk Southern Corporation	Morgan Stanley	11/07/2028	Termination		(198,159	)		19,048
Federal Funds Effective Rate + (0.25)% = 5.08%	Northern Oil & Gas, Inc.	Morgan Stanley	05/08/2029	Termination		(7,137	)		(33	)
Federal Funds Effective Rate + (0.25)% = 5.07%	NOV, Inc.	Morgan Stanley	11/07/2028	Termination		(112,197	)		3,200
Federal Funds Effective Rate + (0.25)% = 5.08%	NOV, Inc.	Morgan Stanley	05/08/2029	Termination		(74,272	)		(4,459	)
Federal Funds Effective Rate + (0.25)% = 5.09%	Occidental Petroleum Corp.	Morgan Stanley	05/08/2029	Termination		(152,722	)		1,768
Federal Funds Effective Rate + (0.25)% = 5.17%	OGE Energy Corp.	Morgan Stanley	05/08/2029	Termination		(607	)		24
Federal Funds Effective Rate + (0.25)% = 5.07%	Ollie's Bargain Outlet Holdings, Inc.	Morgan Stanley	05/08/2029	Termination		(168,656	)		(18,960	)
Federal Funds Effective Rate + (0.25)% = 2.55%	Option Care Health, Inc.	Morgan Stanley	11/07/2028	Termination		(44,985	)		3,913
Federal Funds Effective Rate + (0.25)% = 5.08%	Option Care Health, Inc.	Morgan Stanley	05/08/2029	Termination		(80,025	)		5,562
Federal Funds Effective Rate + (0.25)% = 5.33%	Oracle Corp.	Morgan Stanley	05/08/2029	Termination		(188,502	)		(2,176	)
Federal Funds Effective Rate + (0.25)% = 5.08%	Ormat Technologies, Inc.	Morgan Stanley	11/07/2028	Termination		(164,480	)		(11,662	)
Federal Funds Effective Rate + (0.25)% = 5.33%	Oshkosh Corp.	Morgan Stanley	11/07/2028	Termination		(39,168	)		2,751
Federal Funds Effective Rate + (0.25)% = 5.09%	Oshkosh Corp.	Morgan Stanley	05/08/2029	Termination		(33,542	)		3,384
Federal Funds Effective Rate + (0.25)% = 5.33%	Palantir Technologies, Inc.	Morgan Stanley	05/08/2029	Termination		(194,129	)		(6,841	)
Federal Funds Effective Rate + (0.25)% = 5.08%	Palo Alto Networks, Inc.	Morgan Stanley	05/08/2029	Termination		(160,691	)		(2,881	)
Federal Funds Effective Rate + (0.25)% = 5.33%	Parsons Corp.	Morgan Stanley	11/07/2028	Termination		(9,572	)		(272	)
Federal Funds Effective Rate + (0.25)% = 5.10%	Parsons Corp.	Morgan Stanley	05/08/2029	Termination		(37,714	)		(967	)
Federal Funds Effective Rate + (0.25)% = 5.08%	Paychex, Inc.	Morgan Stanley	05/08/2029	Termination		(85,363	)		1,293
Federal Funds Effective Rate + (0.25)% = 5.08%	Planet Fitness, Inc.	Morgan Stanley	05/08/2029	Termination		(55,119	)		(790	)
Federal Funds Effective Rate + (0.25)% = 5.08%	PNM Resources, Inc.	Morgan Stanley	11/07/2028	Termination		(88,260	)		14,368
Federal Funds Effective Rate + (0.25)% = 5.08%	Portland General Electric Company	Morgan Stanley	11/07/2028	Termination		(77,789	)		(3,073	)
Federal Funds Effective Rate + (0.25)% = 5.08%	PowerSchool Holdings, Inc.	Morgan Stanley	05/08/2029	Termination		(3,448	)		(5	)
Federal Funds Effective Rate + (0.25)% = 5.08%	PPL Corp.	Morgan Stanley	11/07/2028	Termination		(64,397	)		(773	)
Federal Funds Effective Rate + (0.25)% = 5.08%	PPL Corp.	Morgan Stanley	05/08/2029	Termination		(20,350	)		982
Federal Funds Effective Rate + (0.25)% = 5.33%	Public Service Enterprise Group, Inc.	Morgan Stanley	11/07/2028	Termination		(23,953	)		(903	)
Federal Funds Effective Rate + (0.25)% = 5.07%	Public Service Enterprise Group, Inc.	Morgan Stanley	05/08/2029	Termination		(61,908	)		(290	)
Federal Funds Effective Rate + (0.25)% = 5.08%	RadNet, Inc.	Morgan Stanley	05/08/2029	Termination		(16,792	)		(96	)
Federal Funds Effective Rate + (0.25)% = 5.08%	Revvity, Inc.	Morgan Stanley	11/07/2028	Termination		(48,865	)		(715	)
Federal Funds Effective Rate + (0.25)% = 4.42%	Revvity, Inc.	Morgan Stanley	05/08/2029	Termination		(76,338	)		3,304
Federal Funds Effective Rate + (0.25)% = 5.08%	RH	Morgan Stanley	05/08/2029	Termination		(13,689	)		(518	)
Federal Funds Effective Rate + (0.25)% = 5.08%	Rider System, Inc.	Morgan Stanley	11/07/2028	Termination		(103,935	)		(11,528	)
Federal Funds Effective Rate + (0.25)% = 5.06%	ROBLOX Corp.	Morgan Stanley	05/08/2029	Termination		(9,712	)		(1,171	)
Federal Funds Effective Rate + (0.25)% = 5.08%	Roper Technologies, Inc.	Morgan Stanley	05/08/2029	Termination		(223,209	)		(3,033	)
Federal Funds Effective Rate + (0.25)% = 5.08%	Rush Enterprises, Inc.	Morgan Stanley	11/07/2028	Termination		(60,167	)		11,092
Federal Funds Effective Rate + (0.25)% = 5.08%	Saia, Inc.	Morgan Stanley	11/07/2028	Termination		(119,521	)		(16,146	)
Federal Funds Effective Rate + (0.25)% = 5.08%	Saia, Inc.	Morgan Stanley	05/08/2029	Termination		(209,636	)		(22,266	)
Federal Funds Effective Rate + (0.25)% = 5.08%	Schneider National, Inc.	Morgan Stanley	11/07/2028	Termination		(80,864	)		(1,968	)
Federal Funds Effective Rate + (0.25)% = 5.08%	Sempra	Morgan Stanley	05/08/2029	Termination		(25,556	)		(274	)
Federal Funds Effective Rate + (0.25)% = 5.08%	Sempra Energy	Morgan Stanley	11/07/2028	Termination		(47,614	)		(2,576	)
Federal Funds Effective Rate + (0.25)% = 5.31%	SentinelOne, Inc.	Morgan Stanley	11/07/2028	Termination		(223,362	)		9,438
Federal Funds Effective Rate + (0.25)% = 5.08%	SentinelOne, Inc.	Morgan Stanley	05/08/2029	Termination		(7,683	)		(1,088	)
Federal Funds Effective Rate + (0.25)% = 5.33%	Service Corp. International	Morgan Stanley	05/08/2029	Termination		(19,703	)		382
Federal Funds Effective Rate + (0.25)% = 5.08%	ServiceNow, Inc.	Morgan Stanley	05/08/2029	Termination		(25,173	)		(470	)
Federal Funds Effective Rate + (0.25)% = 5.08%	Silicon Laboratories, Inc.	Morgan Stanley	11/07/2028	Termination		(2,102	)		227
Federal Funds Effective Rate + (0.25)% = 5.70%	Silicon Laboratories, Inc.	Morgan Stanley	05/08/2029	Termination		(1,217	)		88
Federal Funds Effective Rate + (0.25)% = 5.08%	Simpson Manufacturing Co., Inc.	Morgan Stanley	05/08/2029	Termination		(3,876	)		25
Federal Funds Effective Rate + (0.25)% = 5.33%	Skechers USA, Inc.	Morgan Stanley	11/07/2028	Termination		0			0
Federal Funds Effective Rate + (0.25)% = 5.08%	Skyline Champion Corp.	Morgan Stanley	11/07/2028	Termination		(80,419	)		5,198
Federal Funds Effective Rate + (0.25)% = 5.08%	Skyline Champion Corp.	Morgan Stanley	05/08/2029	Termination		(3,252	)		4
Federal Funds Effective Rate + (0.25)% = 5.08%	Skyworks Solutions, Inc.	Morgan Stanley	05/08/2029	Termination		(10,871	)		(81	)
Federal Funds Effective Rate + (0.25)% = 5.09%	Snowflake, Inc.	Morgan Stanley	11/07/2028	Termination		(223,709	)		34,652
Federal Funds Effective Rate + (0.25)% = 5.33%	Snowflake, Inc.	Morgan Stanley	05/08/2029	Termination		(5,269	)		107
Federal Funds Effective Rate + (0.25)% = 5.08%	Squarespace, Inc.	Morgan Stanley	11/07/2028	Termination		(144,372	)		(28,116	)
Federal Funds Effective Rate + (0.25)% = 5.08%	Stantec, Inc.	Morgan Stanley	05/08/2029	Termination		(5,681	)		(99	)
Federal Funds Effective Rate + (0.25)% = 5.07%	Starbucks Corp.	Morgan Stanley	05/08/2029	Termination		(84,000	)		3,473
Federal Funds Effective Rate + (0.25)% = 5.08%	Stericycle, Inc.	Morgan Stanley	11/07/2028	Termination		(64,059	)		(7,998	)
Federal Funds Effective Rate + (0.25)% = 5.08%	Stericycle, Inc.	Morgan Stanley	05/08/2029	Termination		(57,200	)		(7,792	)
Federal Funds Effective Rate + (0.25)% = 5.08%	Stryker Corp.	Morgan Stanley	05/08/2029	Termination		0			0
Federal Funds Effective Rate + (0.25)% = 5.33%	Summit Materials, Inc.	Morgan Stanley	11/07/2028	Termination		(9,848	)		1,018
Federal Funds Effective Rate + (0.25)% = 5.08%	Summit Materials, Inc.	Morgan Stanley	05/08/2029	Termination		(34,084	)		2,841
Federal Funds Effective Rate + (0.25)% = 5.08%	Super Micro Computer, Inc.	Morgan Stanley	11/07/2028	Termination		(195,825	)		(20,176	)
Federal Funds Effective Rate + (0.25)% = 5.08%	Super Micro Computer, Inc.	Morgan Stanley	05/08/2029	Termination		(3,277	)		171
Federal Funds Effective Rate + (0.25)% = 5.08%	Synaptics, Inc.	Morgan Stanley	05/08/2029	Termination		(882	)		57
Federal Funds Effective Rate + (0.25)% = 5.08%	Sysco Corp.	Morgan Stanley	11/07/2028	Termination		(8,281	)		471
Federal Funds Effective Rate + (0.25)% = 5.08%	Sysco Corp.	Morgan Stanley	05/08/2029	Termination		(19,204	)		1,131
Federal Funds Effective Rate + (0.25)% = 5.08%	Take-Two Interactive Software, Inc.	Morgan Stanley	11/07/2028	Termination		(256,714	)		(10,633	)
Federal Funds Effective Rate + (0.25)% = 5.33%	Targa Resources Corp.	Morgan Stanley	11/07/2028	Termination		(173,338	)		(19,444	)
Federal Funds Effective Rate + (0.25)% = 5.08%	Targa Resources Corp.	Morgan Stanley	05/08/2029	Termination		(269,794	)		(26,035	)
Federal Funds Effective Rate + (0.25)% = 5.08%	TD SYNNEX Corp.	Morgan Stanley	05/08/2029	Termination		(5,424	)		28
Federal Funds Effective Rate + (0.25)% = 5.08%	Teck Resources Limited	Morgan Stanley	11/07/2028	Termination		(18,010	)		730
Federal Funds Effective Rate + (0.25)% = 5.08%	Teck Resources Ltd.	Morgan Stanley	05/08/2029	Termination		(8,670	)		396
Federal Funds Effective Rate + (0.25)% = 5.08%	Tesla, Inc.	Morgan Stanley	05/08/2029	Termination		(27,307	)		(1,714	)
Federal Funds Effective Rate + (0.25)% = 5.33%	TFI International, Inc.	Morgan Stanley	05/08/2029	Termination		(290	)		(7	)
Federal Funds Effective Rate + (0.25)% = 5.08%	TJX Cos., Inc.	Morgan Stanley	05/08/2029	Termination		(2,863	)		(84	)
Federal Funds Effective Rate + (0.25)% = 5.08%	Transocean Ltd.	Morgan Stanley	11/07/2028	Termination		(7,661	)		1
Federal Funds Effective Rate + (0.25)% = 5.10%	Transocean Ltd.	Morgan Stanley	05/08/2029	Termination		(3,601	)		313
Federal Funds Effective Rate + (0.25)% = 5.33%	Trimble, Inc.	Morgan Stanley	11/07/2028	Termination		(2,349	)		80
Federal Funds Effective Rate + (0.25)% = 5.08%	Trimble, Inc.	Morgan Stanley	05/08/2029	Termination		(21,194	)		512
Federal Funds Effective Rate + (0.25)% = 4.95%	United States Steel Corp.	Morgan Stanley	11/07/2028	Termination		(21,622	)		1,009
Federal Funds Effective Rate + (0.25)% = 5.08%	United States Steel Corp.	Morgan Stanley	05/08/2029	Termination		(6,313	)		111
Federal Funds Effective Rate + (0.25)% = 5.09%	Unity Software, Inc.	Morgan Stanley	05/08/2029	Termination		(105,430	)		4,506
Federal Funds Effective Rate + (0.25)% = 5.08%	Valaris Ltd.	Morgan Stanley	05/08/2029	Termination		(18,774	)		(440	)
Federal Funds Effective Rate + (0.25)% = 5.08%	Valvoline, Inc.	Morgan Stanley	05/08/2029	Termination		(101,131	)		(5,031	)
Federal Funds Effective Rate + 0.00% = 5.08%	Veren, Inc.	Morgan Stanley	11/07/2028	Termination		(30,488	)		(1,594	)
Federal Funds Effective Rate + (0.25)% = 5.08%	Veren, Inc.	Morgan Stanley	05/08/2029	Termination		(1,055	)		(4	)
Federal Funds Effective Rate + (0.25)% = 5.04%	VF Corp.	Morgan Stanley	05/08/2029	Termination		(16,025	)		(1,681	)
Federal Funds Effective Rate + (0.25)% = 5.09%	Viatris, Inc.	Morgan Stanley	05/08/2029	Termination		(14,552	)		421
Federal Funds Effective Rate + (0.25)% = 5.08%	Vistra Corp.	Morgan Stanley	05/08/2029	Termination		(290,183	)		27,964
Federal Funds Effective Rate + (0.25)% = 5.08%	Warner Bros Discovery, Inc.	Morgan Stanley	05/08/2029	Termination		(58,910	)		7,975
Federal Funds Effective Rate + (0.25)% = 5.08%	Warrior Met Coal, Inc.	Morgan Stanley	11/07/2028	Termination		(9,353	)		859
Federal Funds Effective Rate + (0.25)% = 5.08%	Waste Connections, Inc.	Morgan Stanley	11/07/2028	Termination		(63,130	)		(3,715	)
Federal Funds Effective Rate + (0.25)% = 5.08%	Waste Connections, Inc.	Morgan Stanley	05/08/2029	Termination		(16,484	)		(534	)
Federal Funds Effective Rate + (0.25)% = 5.08%	West Pharmaceutical Services, Inc.	Morgan Stanley	05/08/2029	Termination		(28,986	)		296
Federal Funds Effective Rate + (0.25)% = 5.08%	Wheaton Previous Metals Corp.	Morgan Stanley	11/07/2028	Termination		(49,799	)		(355	)
Federal Funds Effective Rate + (0.25)% = 5.33%	Whirlpool Corp.	Morgan Stanley	05/08/2029	Termination		(15,739	)		(1,533	)
Federal Funds Effective Rate + (0.25)% = 5.08%	Williams Cos., Inc.	Morgan Stanley	11/07/2028	Termination		(249,008	)		(38,173	)
Federal Funds Effective Rate + (0.25)% = 5.08%	Williams Cos., Inc.	Morgan Stanley	05/08/2029	Termination		(164,985	)		(9,596	)
Federal Funds Effective Rate + (0.25)% = 5.08%	Wingstop, Inc.	Morgan Stanley	05/08/2029	Termination		(38,039	)		(99	)
Federal Funds Effective Rate + (0.25)% = 5.08%	Wolfspeed, Inc.	Morgan Stanley	11/07/2028	Termination		(13,110	)		6,065
Federal Funds Effective Rate + (0.25)% = 5.33%	Xcel Energy, Inc.	Morgan Stanley	11/07/2028	Termination		(178,924	)		1,664
Federal Funds Effective Rate + (0.25)% = 5.08%	Xcel Energy, Inc.	Morgan Stanley	05/08/2029	Termination		(30,070	)		749
Federal Funds Effective Rate + (0.25)% = 5.08%	Zimmer Biomet Holdings, Inc.	Morgan Stanley	11/07/2028	Termination		(3,480	)		(209	)
Total Unrealized Appreciation (Depreciation)								$	(154,301	)
There are no upfront payments or receipts associated with total return swaps in the Fund as of June 30, 2024.

Summary of Fair Value Exposure at June 30, 2024 (Unaudited)

The Fund utilizes various methods to measure the fair value of its investments on a recurring basis. U.S. GAAP establishes a hierarchy that prioritizes inputs to valuation methods. The three levels of inputs are:

• Level 1 — Unadjusted quoted prices in active markets for identical assets or liabilities that the Fund has the ability to access.

• Level 2 — Observable inputs other than quoted prices included in Level 1 that are observable for the asset or liability, either directly or indirectly. These inputs may include quoted prices for the identical instrument on an inactive market, prices for similar instruments, interest rates, prepayment spreads, credit risk, yield curves, default rates and similar data.

• Level 3 — Unobservable inputs for the asset or liability, to the extent relevant observable inputs are not available, representing the Fund’s own assumptions about the assumptions a market participant would use in valuing the asset or liability, and would be based on the best information available.

The following is a summary of the inputs used to value the Fund's investments as of June 30, 2024:

Gotham Short Strategies ETF

	Level 1			Level 2		Level 3		Total
Assets:
Common Stocks	$	11,892,853		$	–	$	–	$	11,892,853
Money Market Funds		88,094			–		–		88,094
Total Assets	$	11,980,947		$	–	$	–	$	11,980,947
Other Financial Instruments*: Assets
Total Return Swaps	$	679,770		$	–	$	–	$	679,770
Total Assets	$	679,770		$	–	$	–	$	679,770
Liabilities:
Total Return Swaps	$	(834,071	)	$	–	$	–	$	(834,071	)
Total Liabilities	$	(834,071	)	$	–	$	–	$	(834,071	)
* The fair value of the Fund's investment represents the net unrealized appreciation (depreciation) as of June 30, 2024.
Refer to the Schedule of Investments for additional information.